simm

There are 0 repository under simm topic.

• NaserVi / ForwardInitialMargin

  Implementation of Forward Initial Margin Calculation with ISDA SIMM for MVA. This Project is based on finmath-lib: https://github.com/finmath/finmath-lib and makes use of Adjoint Algorithmic Differentiation (AAD) provided here: https://github.com/finmath/finmath-lib-automaticdifferentiation-extensions

  initialmarginsimmmva
  Language:Java 6

• TommasoBelluzzo / InitialMargin

  A .NET implementation of Initial Margin models.

  criffinancial-analysisinitial-marginrisk-analysisrisk-modelssensitivitiessimmfinancial-datafinancial-instrumentsfinancial-marketsquantitative-analysisquantitative-financequantitative-methodsrisk-management
  Language:C# 3